Similar Search Results - EconBiz

Stock market volatility in a heterogeneous information economy

Grundy, Bruce D.; Kim, Youngsoo - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10001661614

Short Selling Activities and Convertible Bond Arbitrage : Empirical Evidence from the New York Stock Exchange

Werner, Sebastian P. - 2010

Background and Empirical Predictions -- The Event Study Methodology -- Data, Full Sample and Variable Construction -- Difference in Abnormal Short Selling Activity Following Events of Large Positive Stock Price Changes -- Difference in Information Content of Extreme Short Selling Activity Events...

Persistent link: https://www.econbiz.de/10013522889

Short selling activities and convertible bond arbitrage : empirical evidence from the New York stock exchange

Werner, Sebastian P. - 2010 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003846505

Learning from prices and the dispersion in beliefs

Banerjee, Snehal - In: The review of financial studies 24 (2011) 9, pp. 3025-3068

Persistent link: https://www.econbiz.de/10009373070

Information and opinions in financial markets

Banerjee, Snehal - 2007

Persistent link: https://www.econbiz.de/10009691380

Modelling S&P 100 volatility : the information content of stock returns

Blair, Bevan J.; Poon, Ser-Huang; Taylor, Stephen - In: Journal of banking & finance 25 (2001) 9, pp. 1665-1679

Persistent link: https://www.econbiz.de/10001603579

Stock return dynamics, option volume, and the information content of implied volatility

Mayhew, Stewart; Stivers, Christopher T. - In: The journal of futures markets 23 (2002) 7, pp. 615-646

Persistent link: https://www.econbiz.de/10001769715

Using ex-day returns to separate the tax and information effects of diffidend changes

Siddiqi, Mazhar A. - In: Journal of economics and finance 21 (1997) 2, pp. 83-92

Persistent link: https://www.econbiz.de/10001249961

Is it really good news? : The medium term effect of information in the telecommunication sector

Paganetto, Luigi; Becchetti, Leonardo; Mini, Roberto L. - In: Rivista internazionale di scienze economiche e … 46 (1999) 3, pp. 423-466

Persistent link: https://www.econbiz.de/10001418404

Stock price synchronicity and price informativeness : evidence from a regulatory change in the U.S. banking industry

Abedifar, Pejman; Bouslah, Kais; Zheng, Yeliangzi - In: Finance research letters 40 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10012819163

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